>Awhile back, there was a book called Continous Multivariate
>Distributions by Samuel Kotz
>and others, and published by Wiley. It seems to be out of print. Does
>anyone know if there are plans to bring it back into print? Can anyone
>recommend any books that will
>teach me how to use the multivariate normal distribution? Thanks in
>advance.
I have been awaiting that volume for some time. It has been delayed for
many months at the publisher. The author(s) state that the ball is NOT "in their
court." The author(s) also state that "it should not be long now." While a good
many volumes have time to come and go out of print in the time that that volume
has been "on hold," you have not in fact missed it yet. A little more patience should
be rewarded.
Meanwhile, if what you need is "some familiarity with the multivariate
normal," then there are any number of Multivariate texts which should be able to
help you out, without of course the encyclopaedic coverage to be found in the
Kotz & Johnson set. If you haven't already tried it, then the multivariate chapter
of C.R. Rao's "Linear Statistical Inference" has merit, as do the other chapters. That
should offer you "more than an introduction" while of course not covering everything
that might be found in some volumes devoted entirely to multivariate applications.
The opening chapters on Vectors and Matrices alone, might have been
entitled: "everything you ever wanted to know about Linear Algebra but were
afraid to ask" and form an excellent foundation for multivariate analysis. Of course,
given the DATE on the book - 2nd. ed. 1973 - it can not be denied that SOME useful
stuff has been developed since.
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"I would predict that there are far greater mistakes waiting
to be made by someone with your obvious talent for it."
Orac to Vila. [City at the Edge of the World.]
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R.W. Hutchinson. | [EMAIL PROTECTED]
